+151.8%
TER vs AWK
+24.3%
+127.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +1.7% |
| 7D | -20.5% | +4.1% | -24.6% | -18.2% |
| 30D | -47.0% | +18.0% | -65.0% | -41.2% |
| 3M | -43.3% | +12.2% | -55.5% | -38.5% |
| 6M | -42.9% | +21.2% | -64.1% | -35.3% |
| YTD | +12.9% | +17.6% | -4.7% | +27.2% |
| 1Y | +18.2% | +19.2% | -1.1% | +33.9% |
| 3Y | +151.8% | +26.7% | +125.1% | +174.3% |
| All | +151.8% | +24.3% | +127.5% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling